| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 137746.9819 | 95457.3056 | 42289.6763 | 125394.2134 | 83202.4335 | 42191.7799 |
| Total P&L (%) | 137.747 | 95.4573 | 42.2897 | 125.3942 | 83.2024 | 42.1918 |
| Avg Daily Profit (%) | 0.5172 | 0.3584 | 0.1588 | 0.3056 | 0.2276 | 0.1323 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -76796 | -58428 | -43766 | -62540 | -35303 | -64308 |
| Profit Factor | 1.2946 | 1.4922 | 1.1545 | 1.2616 | 1.4526 | 1.1427 |
| Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
| Winning Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Losing Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Profitability (%) | 45.9459 | 45.9459 | 45.9459 | 45.9459 | 45.9459 | 45.9459 |
| Ratio Avg Win / Avg Loss | 1.523 | 1.7556 | 1.3583 | 1.4842 | 1.7089 | 1.3444 |
| Largest Winning Trade | 40853 | 40853 | 25388 | 44730 | 44730 | 42252 |
| Largest Losing Trade | -25037 | -14756 | -25037 | -32794 | -13238 | -32794 |
| Avg Bars in Trades | 56 | 54 | 58 | 56 | 54 | 58 |
| Avg Bars in Winners | 70 | 64 | 76 | 70 | 64 | 76 |
| Avg Bars in Losers | 44 | 46 | 42 | 44 | 46 | 42 |
| Bars Traded | 12548 | 6058 | 6490 | 12548 | 6058 | 6490 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 349302 | 292781 | -48522 | 236928 | 243800 | -85195 |
{
"trading_pair": "FTM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 12783,
"evaluation_days": 266.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714033800000,
"last_datapoint_time": 1736735400000,
"evaluation_time": 1759028127700,
"expiration_time": 1740048753600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 123,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
137746.9818972381,
95457.3056361357,
42289.6762611023,
125394.2134292038,
83202.433501238,
42191.7799279659
],
[
137.746982,
95.457306,
42.289676,
125.394213,
83.202434,
42.19178
],
[
0.517243,
0.358444,
0.158799,
0.30563,
0.227596,
0.132267
],
[
10,
10,
10,
10,
10,
10
],
[
-76796,
-58428,
-43766,
-62540,
-35303,
-64308
],
[
1.294573,
1.492243,
1.154515,
1.261564,
1.452604,
1.142747
],
[
222,
111,
111,
222,
111,
111
],
[
102,
51,
51,
102,
51,
51
],
[
120,
60,
60,
120,
60,
60
],
[
45.945946,
45.945946,
45.945946,
45.945946,
45.945946,
45.945946
],
[
1.523027,
1.755579,
1.358253,
1.484193,
1.708946,
1.344408
],
[
40853,
40853,
25388,
44730,
44730,
42252
],
[
-25037,
-14756,
-25037,
-32794,
-13238,
-32794
],
[
56,
54,
58,
56,
54,
58
],
[
70,
64,
76,
70,
64,
76
],
[
44,
46,
42,
44,
46,
42
],
[
12548,
6058,
6490,
12548,
6058,
6490
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
349302,
292781,
-48522,
236928,
243800,
-85195
]
]
}
{
"trading_pair": "FTM_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 12783,
"evaluation_days": 266.31,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714033800000,
"last_datapoint_time": 1736735400000,
"evaluation_time": 1759028127700,
"expiration_time": 1740048753600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 123,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|